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re:st: ivreg, ivreg2 and select variables that have to be dropped
From
Christopher Baum <[email protected]>
To
<[email protected]>
Subject
re:st: ivreg, ivreg2 and select variables that have to be dropped
Date
Thu, 13 Jan 2011 07:30:01 -0500
<>
The ivreg estimation drops the following variables:
dummy_mode_3_add_2nd
commodity_dum_1
origin_dum_34
origin_dum_39
dest_dum_2
How I have to use "_rmcoll" in order to drop only the same variables in the ivreg2 estimation?
Use _rmcoll on your regressor list to see where collinearities appear. Take those variables out of your regressor list. Then use the pruned regressor list in ivreg2.
Justina suggests using b. to define a base level for categorical variables, but Fabien indicated he was using Stata 10. Not available there.
Kit
Kit Baum | Boston College Economics & DIW Berlin | http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming | http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata | http://www.stata-press.com/books/imeus.html
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